+61.4%
BMY vs P
+485.4%
-424.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.9% |
| 7D | +0.4% | +6.5% | -6.2% | +0.1% |
| 30D | +5.0% | +18.8% | -13.8% | +4.1% |
| 3M | +19.4% | +26.7% | -7.4% | +17.8% |
| 6M | +9.5% | +62.2% | -52.6% | +6.4% |
| YTD | +28.1% | +48.5% | -20.4% | +24.7% |
| 1Y | +50.0% | +26.4% | +23.6% | +46.3% |
| 3Y | +24.1% | +159.4% | -135.3% | +11.5% |
| 5Y | +25.0% | +275.8% | -250.8% | +6.3% |
| 10Y | +68.7% | +732.0% | -663.4% | +26.9% |
| All | +61.4% | +485.4% | -424.0% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling